Interest Rates Derivatives

2015 year-to-date vs. 2014 year-to-date

• Overall interest rate notionals were down 16%, while trade counts increased 9%
• Cleared notionals were down 21%, while trade counts were up 2%
• SEF notionals were down 11%, while trade counts were up 13%
• 73% of total notional was cleared vs. 78%
• 55% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

• Both overall interest rate notionals were down 4%, while trade counts were up 36%
• Cleared notionals were down 14%, while trade counts were up 32%
• SEF notionals were down 3% and trade counts were up 9%
• 73% of total notional was cleared vs. 81%
• 60% of total notional was executed On SEF vs. 60%

Go to the SwapsInfo IRD Price/Transaction page

Credit Default Swaps

2015 year-to-date vs. 2014 year-to-date

• Overall interest rate notionals were down 16%, while trade counts increased 9%
• Cleared notionals were down 21%, while trade counts were up 2%
• SEF notionals were down 11%, while trade counts were up 13%
• 73% of total notional was cleared vs. 78%
• 55% of total notional was executed On SEF vs. 52%

2015 current week vs. 2014 current week

• Both overall interest rate notionals were down 4%, while trade counts were up 36%
• Cleared notionals were down 14%, while trade counts were up 32%
• SEF notionals were down 3% and trade counts were up 9%
• 73% of total notional was cleared vs. 81%
• 60% of total notional was executed On SEF vs. 60%

Go to the SwapsInfo CDS Price/Transaction page

Weekly On-SEF Notional